Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 99 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 99 | — |
| Standard deviation | 13.50 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 9.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 99 | — |
| Standard deviation | 14.23 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 4.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 58.54K | — |
| 3-year earnings growth | 18.70 | — |